This is a talk delivered at the Imperial College meeting on Stochastic Modeling in GFD, Data Assimilation and Non-equilibrium Phenomena on 11-4-2015. This talk presents joint research by Chris Jones at UNC-CH and Naratip Santitissandeekorn on hybrid data assimilation methods.

Avoiding degeneracy is a crucial challenge for particle filters. Results have shown that the number of particles scales exponentially with respect to the number of independent observations. In this talk I will review attempts to counteract this phenomenon by exploiting proposal densities. I will...

An emulator or a surrogate is a statistical approximation of a complex numerical model. Emulators are fast to run and include a measure of their own uncertainty. This makes them suitable for a number of applications in climate science. Emulators were originally devised for uncertainty...

Coastal ocean models are used for a variety of applications, including modeling tides and hurricane storm surge. These models numerically solve the shallow water equations, which are derived by depth integrating the Navier-Stokes equations. The inherent uncertainties in coastal ocean models are...

Remote sensing observations often have correlated errors, but the correlations are typically ignored in data assimilation for numerical weather prediction. The assumption of zero correlations is often used with data thinning methods, resulting in a loss of information, and reduction in analysis...

Andy Reagan at UVM gives a talk about his masters work on uncertainty quantification and data assimilation to improve the numerical prediction of fluids in the thermosyphon. This talk will involve several data assimilation methods, including variational techniques, but will focus on LETKF....

In this talk we present computational techniques for Lyapunov exponents and vectors based upon continuous matrix factorizations (QR and SVD). We outline the techniques, their well-posedness, error analysis/perturbation theory, and describe codes we have developed. We then discuss application of...

Presented by Patrick Raanes on 2-18-2015 Abstract:A novel approach to account for model noise in the forecast step of the Ensemble Kalman filter (EnKF) is proposed. The core method is based on the approach of the analysis step of ensemble square root filters (ETKF), and...